This can happen, if:
1.) You read a DVD with region mismatch, e.g. R1 Disc in R2 drive
2.) The drive does not reveal the title key on region mismatch
3.) There is a short title set with not enough vulnerable blocks for a brute force attack. Good example: The FBI warning on Finding Nemo R1
Although AnyDVD is very good at CSS cracking, I know of no software, which can crack these titles, not even DVD Decrypter.
Previous AnyDVD versions had this problem as well, they simply didn't show a warning...
Don't worry too much, the main movie is never affected (too many blocks in the title set)